Teaching Feeling. I mean, before coming to you, Sylvie was burned with acid, was made to scream in pain for her master, etc. One of the things I like most about the game is watching her slowing come to terms with the fact that I'm not going to do any of those things to her.
Dire Desires. Even though it was just the prologue kidnap and rape are tough topics. It was like experiencing 2 personalities at once: one screaming "no, this is wrong" while the other whispering "yes, I want to see more".
I am good at suspending disbelief and do it automatically, so I normally avoid everything that is seriously extreme. And when I miscalculate for some reason, I drop a game immediately because I feel with the victims. Examples where this happened: Karlsson's Gambit, Estate Dominate, White Cube, Red Room (the one without "The").
I also feel bad for the three carnations in Pale Carnations, but at least in their case there is still hope of a good or at least acceptable outcome.